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Curve risk management method, device and storage medium

A risk control and curve technology, applied in instruments, finance, data processing applications, etc., can solve the problems of random settings and inability to use quantitative transactions, and achieve the effect of reducing experience dependence and good risk control.

Inactive Publication Date: 2018-06-22
上海宽全智能科技有限公司
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

However, the setting of the shape of the curve is relatively random, which is related to personal experience and cannot be used for actual quantitative trading

Method used

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  • Curve risk management method, device and storage medium
  • Curve risk management method, device and storage medium
  • Curve risk management method, device and storage medium

Examples

Experimental program
Comparison scheme
Effect test

Embodiment 1

[0044] The invention provides a curve risk control method, which is suitable for execution in computing equipment. refer to figure 1 , shows the flow chart of the curve risk control method of the present invention, including the following steps:

[0045] Step 101, obtain the historical quotation of the transaction target.

[0046] The trading targets described in this embodiment include stocks, futures, funds, bonds, gold, and related financial derivatives with price fluctuations. Historical quotations include but are not limited to any one or a combination of multiple periods of opening price, highest price, lowest price, and closing price of each target. This historical quotation can be connected to a third-party platform, such as from various securities exchange obtained. The period described in this embodiment includes any one of the minute line, hourly line, daily line, weekly line, monthly line, and annual line of any one of the opening price, the highest price, the l...

Embodiment 2

[0062] This embodiment provides a curve risk control method. This embodiment can be understood as a specific application method for risk control based on the above embodiments, and the method is suitable for execution in a computing device.

[0063] still refer to figure 2 , shows the fitting curve of multiple peaks and multiple valleys that appeared in the historical market of a certain target in the first 100 days of the current cycle. Perform polynomial fitting on the peak points of the closing price of the above four days with time as the abscissa to generate a peak trading fitting line y=0.0015x 2 -0.1139x+22.899, at the same time, polynomial fitting is performed on the above four daily closing price valley points with time as the abscissa to generate a valley fitting curve y=0.0024x 2 -0.2123x+21.353.

[0064] Take this target as the trading target, and use the point on the extension line of the above two fitting curves as the preset threshold for automatic trading. T...

Embodiment 3

[0081] This embodiment provides a curve risk control method, the method is suitable for execution in computing equipment, refer to Figure 4 , shows the flow chart of the curve risk control method of the present invention, including the following steps:

[0082] Step 201, obtain the historical quotation of the transaction object.

[0083] The trading targets described in this embodiment include stocks, futures, funds, bonds, gold, and related financial derivatives with price fluctuations. Historical quotations include but are not limited to any one or a combination of multiple periods of opening price, highest price, lowest price, and closing price of each target. This historical quotation can be connected to a third-party platform, such as from various securities exchange obtained. The period described in this embodiment includes any one of the minute line, hourly line, daily line, weekly line, monthly line, and annual line of any one of the opening price, the highest price...

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Abstract

The invention provides a curve risk management method, device and storage medium, wherein the method comprises the follow steps of: obtaining the history of market of the transaction target; curve fit: during the pre-set period, extracting a plurality of peaks and a plurality of valleys in the history of market of the target in a preset period; respectively fitting the plurality of peaks and a plurality of valleys to generate corresponding transaction fit lines; automatically executing the corresponding transaction instruction or sending the transaction signal when the future price of the transaction target reaches the extension line of the transaction fit line; outputting results and displaying. On the basis of the target's history of market, the graphical curve of different targets is automatically generated, so as to make the current market reach the point on the graph as the transaction condition, reduce the empirical dependence of the investment, and have positive guiding significance for the asset allocation of the investor; based on the curve of historical data fit, the goal of stop loss is provided, which provides a good risk management effect for the transaction.

Description

technical field [0001] The present invention relates to the financial field, in particular, to a graphical curve risk control method, device and storage medium in the quantitative investment field. Background technique [0002] In the existing various market trading software, if users want to make money, they must master the two skills of stop profit and stop loss. In the current various market trading software, users often need to place orders manually , If the market drops or rises instantly, due to the different proficiency of users in the operation of the software, they may not be able to catch this wave of favorable market, and will lose the opportunity to stop profit or stop loss. [0003] The prior art (publication number CN103366307A) discloses a method for setting trading conditions using graphs. In securities transactions, computer software is used to draw a curve graph surrounding the future operating area of ​​the K-line chart of the trading variety, and the curv...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06Q10/06G06Q40/04
CPCG06Q10/0635G06Q40/04
Inventor 李贵
Owner 上海宽全智能科技有限公司
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